Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 900.45 | Gross profit | 1519.89 | Gross loss | -619.43 |
| Profit factor | 2.45 | Expected payoff | 24.34 | ||
| Absolute drawdown | 63.05 | Maximal drawdown | 229.72 (2.16%) | Relative drawdown | 2.16% (229.72) |
| Total trades | 37 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 27 (77.78%) |
| Profit trades (% of total) | 25 (67.57%) | Loss trades (% of total) | 12 (32.43%) | ||
| Largest | profit trade | 93.70 | loss trade | -55.33 | |
| Average | profit trade | 60.80 | loss trade | -51.62 | |
| Maximum | consecutive wins (profit in money) | 8 (461.74) | consecutive losses (loss in money) | 4 (-203.26) | |
| Maximal | consecutive profit (count of wins) | 461.74 (8) | consecutive loss (count of losses) | -203.26 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 03:00 | sell | 1 | 0.10 | 90.647 | 0.000 | 0.000 | ||
| 2 | 2023.05.01 03:00 | modify | 1 | 0.10 | 90.647 | 91.447 | 89.247 | ||
| 3 | 2023.05.02 05:00 | s/l | 1 | 0.10 | 91.447 | 91.447 | 89.247 | -52.18 | 9947.82 |
| 4 | 2023.05.02 05:00 | sell | 2 | 0.10 | 92.171 | 0.000 | 0.000 | ||
| 5 | 2023.05.02 05:00 | modify | 2 | 0.10 | 92.171 | 92.971 | 90.771 | ||
| 6 | 2023.05.03 02:00 | t/p | 2 | 0.10 | 90.771 | 92.971 | 90.771 | 88.43 | 10036.25 |
| 7 | 2023.05.15 06:00 | sell | 3 | 0.10 | 90.985 | 0.000 | 0.000 | ||
| 8 | 2023.05.15 06:00 | modify | 3 | 0.10 | 90.985 | 91.785 | 89.585 | ||
| 9 | 2023.05.17 18:00 | s/l | 3 | 0.10 | 91.785 | 91.785 | 89.585 | -53.23 | 9983.02 |
| 10 | 2023.05.31 06:00 | buy | 4 | 0.10 | 90.584 | 0.000 | 0.000 | ||
| 11 | 2023.05.31 06:00 | modify | 4 | 0.10 | 90.584 | 89.784 | 91.984 | ||
| 12 | 2023.06.02 00:00 | buy | 5 | 0.10 | 91.286 | 0.000 | 0.000 | ||
| 13 | 2023.06.02 00:00 | modify | 5 | 0.10 | 91.286 | 90.794 | 91.984 | ||
| 14 | 2023.06.02 00:00 | modify | 4 | 0.10 | 90.584 | 90.794 | 91.984 | ||
| 15 | 2023.06.02 09:00 | t/p | 4 | 0.10 | 91.984 | 90.794 | 91.984 | 90.78 | 10073.81 |
| 16 | 2023.06.02 09:00 | t/p | 5 | 0.10 | 91.984 | 90.794 | 91.984 | 44.62 | 10118.43 |
| 17 | 2023.06.15 02:00 | sell | 6 | 0.10 | 95.686 | 0.000 | 0.000 | ||
| 18 | 2023.06.15 02:00 | modify | 6 | 0.10 | 95.686 | 96.486 | 94.286 | ||
| 19 | 2023.06.15 16:00 | s/l | 6 | 0.10 | 96.486 | 96.486 | 94.286 | -51.14 | 10067.29 |
| 20 | 2023.07.07 08:00 | buy | 7 | 0.10 | 95.019 | 0.000 | 0.000 | ||
| 21 | 2023.07.07 08:00 | modify | 7 | 0.10 | 95.019 | 94.219 | 96.419 | ||
| 22 | 2023.07.10 14:00 | s/l | 7 | 0.10 | 94.219 | 94.219 | 96.419 | -50.82 | 10016.47 |
| 23 | 2023.07.11 09:00 | buy | 8 | 0.10 | 93.707 | 0.000 | 0.000 | ||
| 24 | 2023.07.11 09:00 | modify | 8 | 0.10 | 93.707 | 92.907 | 95.107 | ||
| 25 | 2023.07.13 04:00 | buy | 9 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 26 | 2023.07.13 04:00 | modify | 9 | 0.10 | 94.420 | 93.917 | 95.107 | ||
| 27 | 2023.07.13 04:00 | modify | 8 | 0.10 | 93.707 | 93.917 | 95.107 | ||
| 28 | 2023.07.13 13:00 | t/p | 8 | 0.10 | 95.107 | 93.917 | 95.107 | 90.78 | 10107.26 |
| 29 | 2023.07.13 13:00 | t/p | 9 | 0.10 | 95.107 | 93.917 | 95.107 | 43.92 | 10151.18 |
| 30 | 2023.07.26 09:00 | buy | 10 | 0.10 | 94.968 | 0.000 | 0.000 | ||
| 31 | 2023.07.26 09:00 | modify | 10 | 0.10 | 94.968 | 94.168 | 96.368 | ||
| 32 | 2023.07.27 18:00 | s/l | 10 | 0.10 | 94.168 | 94.168 | 96.368 | -50.17 | 10101.01 |
| 33 | 2023.09.05 07:00 | buy | 11 | 0.10 | 93.789 | 0.000 | 0.000 | ||
| 34 | 2023.09.05 07:00 | modify | 11 | 0.10 | 93.789 | 92.989 | 95.189 | ||
| 35 | 2023.09.12 14:00 | buy | 12 | 0.10 | 94.513 | 0.000 | 0.000 | ||
| 36 | 2023.09.12 14:00 | modify | 12 | 0.10 | 94.513 | 93.999 | 95.189 | ||
| 37 | 2023.09.12 14:00 | modify | 11 | 0.10 | 93.789 | 93.999 | 95.189 | ||
| 38 | 2023.09.13 01:00 | buy | 13 | 0.10 | 94.635 | 0.000 | 0.000 | ||
| 39 | 2023.09.13 01:00 | modify | 13 | 0.10 | 94.635 | 94.139 | 95.189 | ||
| 40 | 2023.09.13 01:00 | modify | 12 | 0.10 | 94.513 | 94.139 | 95.189 | ||
| 41 | 2023.09.13 01:00 | modify | 11 | 0.10 | 93.789 | 94.139 | 95.189 | ||
| 42 | 2023.09.14 01:00 | buy | 14 | 0.10 | 94.853 | 0.000 | 0.000 | ||
| 43 | 2023.09.14 01:00 | modify | 14 | 0.10 | 94.853 | 94.279 | 95.189 | ||
| 44 | 2023.09.14 01:00 | modify | 13 | 0.10 | 94.635 | 94.279 | 95.189 | ||
| 45 | 2023.09.14 01:00 | modify | 12 | 0.10 | 94.513 | 94.279 | 95.189 | ||
| 46 | 2023.09.14 01:00 | modify | 11 | 0.10 | 93.789 | 94.279 | 95.189 | ||
| 47 | 2023.09.15 03:00 | t/p | 11 | 0.10 | 95.189 | 94.279 | 95.189 | 93.37 | 10194.38 |
| 48 | 2023.09.15 03:00 | t/p | 12 | 0.10 | 95.189 | 94.279 | 95.189 | 44.83 | 10239.21 |
| 49 | 2023.09.15 03:00 | t/p | 13 | 0.10 | 95.189 | 94.279 | 95.189 | 36.70 | 10275.92 |
| 50 | 2023.09.15 03:00 | t/p | 14 | 0.10 | 95.189 | 94.279 | 95.189 | 21.80 | 10297.72 |
| 51 | 2023.09.29 03:00 | sell | 15 | 0.10 | 96.504 | 0.000 | 0.000 | ||
| 52 | 2023.09.29 03:00 | modify | 15 | 0.10 | 96.504 | 97.304 | 95.104 | ||
| 53 | 2023.10.02 10:00 | sell | 16 | 0.10 | 95.782 | 0.000 | 0.000 | ||
| 54 | 2023.10.02 10:00 | modify | 16 | 0.10 | 95.782 | 96.294 | 95.104 | ||
| 55 | 2023.10.02 10:00 | modify | 15 | 0.10 | 96.504 | 96.294 | 95.104 | ||
| 56 | 2023.10.03 03:00 | t/p | 15 | 0.10 | 95.104 | 96.294 | 95.104 | 87.38 | 10385.10 |
| 57 | 2023.10.03 03:00 | t/p | 16 | 0.10 | 95.104 | 96.294 | 95.104 | 42.28 | 10427.38 |
| 58 | 2023.10.03 05:00 | buy | 17 | 0.10 | 94.710 | 0.000 | 0.000 | ||
| 59 | 2023.10.03 05:00 | modify | 17 | 0.10 | 94.710 | 93.910 | 96.110 | ||
| 60 | 2023.10.03 15:00 | s/l | 17 | 0.10 | 93.910 | 93.910 | 96.110 | -51.14 | 10376.24 |
| 61 | 2023.10.19 02:00 | buy | 18 | 0.10 | 94.477 | 0.000 | 0.000 | ||
| 62 | 2023.10.19 02:00 | modify | 18 | 0.10 | 94.477 | 93.677 | 95.877 | ||
| 63 | 2023.10.24 05:00 | buy | 19 | 0.10 | 95.187 | 0.000 | 0.000 | ||
| 64 | 2023.10.24 05:00 | modify | 19 | 0.10 | 95.187 | 94.687 | 95.877 | ||
| 65 | 2023.10.24 05:00 | modify | 18 | 0.10 | 94.477 | 94.687 | 95.877 | ||
| 66 | 2023.10.24 12:00 | buy | 20 | 0.10 | 95.332 | 0.000 | 0.000 | ||
| 67 | 2023.10.24 12:00 | modify | 20 | 0.10 | 95.332 | 94.827 | 95.877 | ||
| 68 | 2023.10.24 12:00 | modify | 19 | 0.10 | 95.187 | 94.827 | 95.877 | ||
| 69 | 2023.10.24 12:00 | modify | 18 | 0.10 | 94.477 | 94.827 | 95.877 | ||
| 70 | 2023.10.25 02:00 | t/p | 18 | 0.10 | 95.877 | 94.827 | 95.877 | 90.78 | 10467.03 |
| 71 | 2023.10.25 02:00 | t/p | 19 | 0.10 | 95.877 | 94.827 | 95.877 | 44.43 | 10511.46 |
| 72 | 2023.10.25 02:00 | t/p | 20 | 0.10 | 95.877 | 94.827 | 95.877 | 35.16 | 10546.62 |
| 73 | 2023.10.31 09:00 | sell | 21 | 0.10 | 95.849 | 0.000 | 0.000 | ||
| 74 | 2023.10.31 09:00 | modify | 21 | 0.10 | 95.849 | 96.649 | 94.449 | ||
| 75 | 2023.11.01 23:00 | s/l | 21 | 0.10 | 96.649 | 96.649 | 94.449 | -52.18 | 10494.45 |
| 76 | 2023.11.07 05:00 | buy | 22 | 0.10 | 96.770 | 0.000 | 0.000 | ||
| 77 | 2023.11.07 05:00 | modify | 22 | 0.10 | 96.770 | 95.970 | 98.170 | ||
| 78 | 2023.11.14 22:00 | buy | 23 | 0.10 | 97.842 | 0.000 | 0.000 | ||
| 79 | 2023.11.14 22:00 | modify | 23 | 0.10 | 97.842 | 97.260 | 98.170 | ||
| 80 | 2023.11.14 22:00 | modify | 22 | 0.10 | 96.770 | 97.260 | 98.170 | ||
| 81 | 2023.11.15 14:00 | t/p | 22 | 0.10 | 98.170 | 97.260 | 98.170 | 92.08 | 10586.52 |
| 82 | 2023.11.15 14:00 | t/p | 23 | 0.10 | 98.170 | 97.260 | 98.170 | 21.29 | 10607.82 |
| 83 | 2023.12.05 04:00 | buy | 24 | 0.10 | 96.799 | 0.000 | 0.000 | ||
| 84 | 2023.12.05 04:00 | modify | 24 | 0.10 | 96.799 | 95.999 | 98.199 | ||
| 85 | 2023.12.07 03:00 | s/l | 24 | 0.10 | 95.999 | 95.999 | 98.199 | -49.85 | 10557.97 |
| 86 | 2023.12.07 03:00 | buy | 25 | 0.10 | 95.987 | 0.000 | 0.000 | ||
| 87 | 2023.12.07 03:00 | modify | 25 | 0.10 | 95.987 | 95.187 | 97.387 | ||
| 88 | 2023.12.07 09:00 | s/l | 25 | 0.10 | 95.187 | 95.187 | 97.387 | -51.14 | 10506.83 |
| 89 | 2023.12.07 09:00 | buy | 26 | 0.10 | 95.370 | 0.000 | 0.000 | ||
| 90 | 2023.12.07 09:00 | modify | 26 | 0.10 | 95.370 | 94.570 | 96.770 | ||
| 91 | 2023.12.07 18:00 | s/l | 26 | 0.10 | 94.570 | 94.570 | 96.770 | -51.14 | 10455.69 |
| 92 | 2023.12.19 03:00 | sell | 27 | 0.10 | 96.544 | 0.000 | 0.000 | ||
| 93 | 2023.12.19 03:00 | modify | 27 | 0.10 | 96.544 | 97.344 | 95.144 | ||
| 94 | 2023.12.19 09:00 | s/l | 27 | 0.10 | 97.344 | 97.344 | 95.144 | -51.13 | 10404.56 |
| 95 | 2024.02.01 09:00 | buy | 28 | 0.10 | 95.690 | 0.000 | 0.000 | ||
| 96 | 2024.02.01 09:00 | modify | 28 | 0.10 | 95.690 | 94.890 | 97.090 | ||
| 97 | 2024.02.02 09:00 | buy | 29 | 0.10 | 96.763 | 0.000 | 0.000 | ||
| 98 | 2024.02.02 09:00 | modify | 29 | 0.10 | 96.763 | 96.180 | 97.090 | ||
| 99 | 2024.02.02 09:00 | modify | 28 | 0.10 | 95.690 | 96.180 | 97.090 | ||
| 100 | 2024.02.05 12:00 | buy | 30 | 0.10 | 96.540 | 0.000 | 0.000 | ||
| 101 | 2024.02.05 12:00 | modify | 30 | 0.10 | 96.540 | 96.040 | 97.090 | ||
| 102 | 2024.02.05 13:00 | modify | 30 | 0.10 | 96.540 | 96.180 | 97.090 | ||
| 103 | 2024.02.05 17:00 | buy | 31 | 0.10 | 96.403 | 0.000 | 0.000 | ||
| 104 | 2024.02.05 17:00 | modify | 31 | 0.10 | 96.403 | 95.900 | 97.090 | ||
| 105 | 2024.02.05 18:00 | modify | 31 | 0.10 | 96.403 | 96.180 | 97.090 | ||
| 106 | 2024.02.09 08:00 | t/p | 28 | 0.10 | 97.090 | 96.180 | 97.090 | 92.08 | 10496.64 |
| 107 | 2024.02.09 08:00 | t/p | 29 | 0.10 | 97.090 | 96.180 | 97.090 | 23.17 | 10519.81 |
| 108 | 2024.02.09 08:00 | t/p | 30 | 0.10 | 97.090 | 96.180 | 97.090 | 37.09 | 10556.90 |
| 109 | 2024.02.09 08:00 | t/p | 31 | 0.10 | 97.090 | 96.180 | 97.090 | 45.85 | 10602.75 |
| 110 | 2024.03.22 07:00 | buy | 32 | 0.10 | 98.701 | 0.000 | 0.000 | ||
| 111 | 2024.03.22 07:00 | modify | 32 | 0.10 | 98.701 | 97.901 | 100.101 | ||
| 112 | 2024.04.04 10:00 | t/p | 32 | 0.10 | 100.101 | 97.901 | 100.101 | 93.70 | 10696.45 |
| 113 | 2024.04.19 02:00 | buy | 33 | 0.10 | 98.422 | 0.000 | 0.000 | ||
| 114 | 2024.04.19 02:00 | modify | 33 | 0.10 | 98.422 | 97.622 | 99.822 | ||
| 115 | 2024.04.19 12:00 | buy | 34 | 0.10 | 99.139 | 0.000 | 0.000 | ||
| 116 | 2024.04.19 12:00 | modify | 34 | 0.10 | 99.139 | 98.632 | 99.822 | ||
| 117 | 2024.04.19 12:00 | modify | 33 | 0.10 | 98.422 | 98.632 | 99.822 | ||
| 118 | 2024.04.19 14:00 | buy | 35 | 0.10 | 99.263 | 0.000 | 0.000 | ||
| 119 | 2024.04.19 14:00 | modify | 35 | 0.10 | 99.263 | 98.772 | 99.822 | ||
| 120 | 2024.04.19 14:00 | modify | 34 | 0.10 | 99.139 | 98.772 | 99.822 | ||
| 121 | 2024.04.19 14:00 | modify | 33 | 0.10 | 98.422 | 98.772 | 99.822 | ||
| 122 | 2024.04.22 18:00 | t/p | 33 | 0.10 | 99.822 | 98.772 | 99.822 | 89.81 | 10786.26 |
| 123 | 2024.04.22 18:00 | t/p | 34 | 0.10 | 99.822 | 98.772 | 99.822 | 43.98 | 10830.25 |
| 124 | 2024.04.22 18:00 | t/p | 35 | 0.10 | 99.822 | 98.772 | 99.822 | 36.05 | 10866.30 |
| 125 | 2024.04.24 02:00 | sell | 36 | 0.10 | 100.940 | 0.000 | 0.000 | ||
| 126 | 2024.04.24 02:00 | modify | 36 | 0.10 | 100.940 | 101.740 | 99.540 | ||
| 127 | 2024.04.26 04:00 | s/l | 36 | 0.10 | 101.740 | 101.740 | 99.540 | -55.33 | 10810.97 |
| 128 | 2024.04.29 02:00 | sell | 37 | 0.10 | 104.390 | 0.000 | 0.000 | ||
| 129 | 2024.04.29 02:00 | modify | 37 | 0.10 | 104.390 | 105.190 | 102.990 | ||
| 130 | 2024.04.29 05:00 | t/p | 37 | 0.10 | 102.990 | 105.190 | 102.990 | 89.48 | 10900.45 |